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Inf-convolution and optimal allocations for mixed-VaRs - MaRDI portal

Inf-convolution and optimal allocations for mixed-VaRs (Q2681455)

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Inf-convolution and optimal allocations for mixed-VaRs
scientific article

    Statements

    title
    Inf-convolution and optimal allocations for mixed-VaRs (English)
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    author
    Zichao Xia
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    Zhenfeng Zou
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    Taizhong Hu
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    publication date
    3 February 2023
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    zbMATH Keywords
    quantile
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    risk measure
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    risk sharing
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    model uncertainty
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    Identifiers

    zbMATH DE Number
    7649589
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    OpenAlex ID
    W4313431147
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